+1,401.6%
CRS vs EXEL
+192.6%
+1,209.1%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.5% | -0.7% | -1.9% |
| 7D | -4.1% | -2.9% | -1.2% | -3.5% |
| 30D | -16.6% | +11.9% | -28.5% | -18.7% |
| 3M | -14.3% | +9.2% | -23.5% | -16.2% |
| 6M | +11.6% | +39.1% | -27.5% | +2.9% |
| YTD | +42.6% | +31.0% | +11.6% | +33.1% |
| 1Y | +81.8% | +52.3% | +29.5% | +63.4% |
| 3Y | +632.1% | +159.7% | +472.3% | +471.2% |
| 5Y | +1,401.6% | +187.7% | +1,213.9% | +945.3% |
| All | +1,401.6% | +192.6% | +1,209.1% | +945.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded EXEL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling